The present paper develops a theory providing the statistical errors on the
modal parameters obtained from an identification procedure in testing
conditions, i.e. when the excitation can be measured. Once modal parameters
are determined, the question of data reliability arises especially
concerning damping ratios, which are often identified with an unsatisfactory
accuracy. For these reasons, providing a confidence range with any estimated
parameter would be the only way to ensure valuable information.
From a deterministic subspace identification algorithm such as N4SID, the
present paper develops a formulation which allows the evaluation of the
statistical error on the identified parameters. After presenting the basic
formula, the method is validated and discussed by means of, first an example
of spring-damper-mass system with 5 degrees of freedom, second an
experimental structure representing a two-floor building.

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